+2.7%
ECL vs SCHG
+16.6%
-14.0%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.3% |
| 7D | -2.6% | -0.7% | -1.9% | -2.4% |
| 30D | -2.2% | +0.2% | -2.4% | -2.2% |
| 3M | +10.1% | +2.2% | +7.9% | +9.5% |
| 6M | -5.7% | +15.0% | -20.8% | -10.2% |
| YTD | +7.0% | +9.2% | -2.2% | +2.7% |
| 1Y | +2.7% | +15.7% | -13.1% | -3.9% |
| All | +2.7% | +16.6% | -14.0% | -3.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHG.
Daily Out/Under-Performance
Portfolio return minus SCHG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded SCHG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling